+14.7%
ADP vs IWF
+79.6%
-64.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.5% | +1.5% | -7.0% | -5.8% |
| 30D | -1.2% | -1.3% | 0.0% | -1.0% |
| 3M | +17.9% | +0.1% | +17.7% | +17.6% |
| 6M | +20.3% | +10.3% | +10.1% | +16.3% |
| YTD | +5.8% | +4.2% | +1.7% | +4.3% |
| 1Y | -7.7% | +9.3% | -17.0% | -10.8% |
| 3Y | +14.7% | +79.3% | -64.6% | -14.0% |
| All | +14.7% | +79.6% | -64.9% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling